These glads will do fine to get to retirement. Not worth waiting for a good glad from the regular slave market - better to just get all your guys to 1000 fights and retirement so you can be picky with HOL prospects (HOL prospects stats are all about 10 points higher than regular market slaves). So to help you get your guys to retirement and still have fun learning along the way, here are some thoughts:

Glad 1 - Load up on gear that has Str and Sta and challenge the sorts of builds that 2H Rages are good at beating - like tanking wars.
Glad 2 - Defensive Theatrics are quite tricky to master...but fun later in the game. Counterattack vs. speedsters and experiment in the Pit fights to see what works against slower opponents.
Glad 3 - Load up on gear with Agi, Sta, and Pres. Then go speed and challenge defenseless and slow opponents - like Trug/Dunder Rages.
Glad 4 - This one just needs to stay aggressive and should do well against most types...I'd probably challenge mediocre wars with this guy.
Glad 5 - Depends on if you're going defensive, hybrid, or offensive. I'd go offensive, wear mostly medium armor to avoid encumbrance, and challenge medium paced glads.

I guess my main point is - focus your challenges to opponents you can beat and you'll be fine. Get them to retirement and swap them for HOL prospects. Along the way, learn what skills you like and which ones don't work for you so you don't make mistakes when building out your HOL prospects in the future.